Anic Equity¶

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Total return since start: 0.658 %¶

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Equity now: -----------------------------> 50653.32 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43295.25 Kr¶

PnL: ---------------------------------------> -407.34 Kr¶

DD now: ---------------------------------> -4.644 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 16:32:58.311651'

Anic Portfolio¶

This Week¶

Return: -0.179 %¶

Total portfolio value¶

Return including deposits: 65.85 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Orrön Energy 170 -1.130000 2083.350000 42.500000 2.080000 2040.850000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Hexagon B 26 -0.600000 3432.000000 20.800000 0.610000 3411.200000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Vitec Software Group B 2 -0.800000 1117.000000 16.000000 1.450000 1101.000000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
HEXPOL B 8 -0.080000 964.000000 8.800000 0.920000 955.200000
Platzer Fastigheter Holding B 12 -0.620000 956.400000 7.200000 0.760000 949.200000
Sagax B 4 -1.370000 890.000000 6.800000 0.770000 883.200000
Profoto Holding 7 -1.180000 588.000000 6.000000 1.030000 581.999999
Hexatronic Group 15 2.030000 1072.200000 4.500000 0.420000 1067.700000
Hennes & Mauritz B 6 -0.760000 913.320000 3.360000 0.370000 909.960000
ASSA ABLOY B 4 -1.270000 992.800000 2.000000 0.200000 990.800000
AcadeMedia 20 -0.690000 977.600000 2.000000 0.210000 975.600000
Atrium Ljungberg B 5 -0.610000 903.000000 1.500000 0.170000 901.500000
SKF B 5 -1.310000 978.500000 0.500000 0.050000 978.000000
Sandvik 4 -1.490000 845.600000 0.000000 0.000000 845.600000
Latour B 4 -3.090000 853.600000 -0.400000 -0.050000 854.000000
Biotage 1 -7.480000 146.000000 -1.500000 -1.020000 147.500000
Addnode Group B 7 -2.870000 899.500000 -3.500000 -0.390000 903.000000
BHG Group 109 -5.670000 1414.820000 -4.360000 -0.310000 1419.180000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
BioGaia B 8 -2.350000 896.000000 -6.400000 -0.710000 902.400000
EQT 4 -2.440000 864.000000 -6.800000 -0.780000 870.800000
Alimak Group 12 -0.840000 997.200000 -7.200000 -0.720000 1004.400000
OX2 12 -3.910000 898.800000 -7.800000 -0.860000 906.600000
JM 7 -2.620000 936.600000 -11.200000 -1.180000 947.800000
Gränges 10 2.710000 1022.000000 -14.000000 -1.350000 1036.000000
Vitrolife 3 -3.160000 661.200000 -15.800000 -2.330000 677.000001
Byggmax Group 33 -3.160000 949.080000 -15.840000 -1.640000 964.920000
Catena 2 -1.850000 787.200000 -16.400000 -2.040000 803.600000
Investor B 3 -2.290000 639.750000 -18.250000 -2.770000 657.999999
Creaspac SPAC 40 -0.630000 3804.000000 -20.000000 -0.520000 3824.000000
Hoist Finance 36 -2.520000 973.800000 -34.200000 -3.390000 1008.000000
VEF 788 -2.320000 1859.680000 -37.820000 -1.990000 1897.504000
Sedana Medical 93 -2.480000 2635.620000 -347.960000 -11.660000 2983.577733
TOTAL 43300.220000 -402.370000 -4.63035% 43702.591732

Updated:¶

'2023-06-19 16:30:49.754095'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶